Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
BB.Length.Bollinger.bands.to.Enter and BB.Number.of.SDs.to.Enter

BEST PARAMETERS
BB.Length.Bollinger.bands.to.Enter = 40
BB.Number.of.SDs.to.Enter = 1.5
Profit account= 122 (per day adjusted to desire% DD )
Activity = 5.28 (Cumulative number of entries in all pairs per week)
Desire DD = 10

\[\\[.0005in]\]

Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for BB.Length.Bollinger.bands.to.Enter = 40 and BB.Number.of.SDs.to.Enter = 1.5

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
42 12941.94 775.16 1988.01 5 109 92 -6.6 40 1.5 EURGBP 6.62670 150.9046735 45271.40206 19529.992 25.194789 0.1406161 No
117 158788.07 850.04 26321.90 7 493 350 -87.7 40 1.5 GBPJPY 87.73967 11.3973535 3419.20606 18097.638 21.290337 0.5799727 No
17 168941.48 872.95 41265.01 8 633 450 -137.6 40 1.5 AUDUSD 137.55003 7.2700818 2181.02455 12282.184 14.069745 0.7251274 No
167 248215.85 858.99 76506.51 9 649 458 -255.0 40 1.5 NZDUSD 255.02170 3.9212349 1176.37048 9733.127 11.330896 0.7555385 No
267 988502.30 869.88 323885.46 10 817 568 -1079.6 40 1.5 XAUUSD 1079.61820 0.9262534 277.87601 9156.036 10.525631 0.9392100 Yes
92 135985.28 823.69 47071.74 8 291 200 -156.9 40 1.5 EURUSD 156.90580 6.3732507 1911.97521 8666.683 10.521777 0.3532883 No
67 107562.38 845.92 38610.40 7 382 270 -128.7 40 1.5 EURJPY 128.70133 7.7699273 2330.97818 8357.519 9.879798 0.4515793 No
142 102826.61 853.11 39701.59 8 380 282 -132.3 40 1.5 GBPUSD 132.33863 7.5563724 2266.91173 7769.962 9.107807 0.4454291 No
217 216709.45 864.54 147895.19 8 254 168 -493.0 40 1.5 USDCHF 492.98397 2.0284635 608.53906 4395.872 5.084637 0.2937979 Yes
242 2313371.46 861.78 3159704.44 11 375 239 -10532.3 40 1.5 USDJPY 10532.34813 0.0949456 28.48368 2196.444 2.548730 0.4351459 Yes
192 484931.98 852.29 777972.00 12 228 172 -2593.2 40 1.5 USDCAD 2593.24000 0.3856180 115.68540 1869.985 2.194071 0.2675146 Yes

Results by pair

\[\\[.005in]\]

Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

\[\\[.005in]\]

Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

\[\\[.005in]\]
Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 2.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 1 hour
15 BLAI.length 12
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 1 hour
18 BLAISlow.length 12
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.4
21 PPO.Entry.Timeframe 5 minutes
22 PPO.Entry.type.of.fast.moving.average Jurik
23 PPO.Entry.Fast.Length 4
24 PPO.Entry.type.of.slow.moving.average SMA
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 25
27 BB.Exit.number.of.SDs 1